-35.4%
RBLX vs AMGN
+95.9%
-131.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.9% |
| 7D | +8.1% | -13.9% | +22.0% | +9.1% |
| 30D | +23.9% | -7.1% | +31.1% | +24.3% |
| 3M | +8.1% | +13.9% | -5.8% | +6.7% |
| 6M | -23.7% | +3.2% | -27.0% | -24.1% |
| YTD | -44.6% | +19.2% | -63.9% | -45.5% |
| 1Y | -66.2% | +41.1% | -107.4% | -67.3% |
| 3Y | +54.7% | +61.3% | -6.6% | +43.3% |
| 5Y | -48.9% | +109.1% | -158.0% | -52.3% |
| All | -35.4% | +95.9% | -131.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling